+18.3%
NOW vs FXI
+39.4%
-21.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.3% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | +20.5% | -0.6% | +21.1% | +20.6% |
| 3M | +18.3% | +1.9% | +16.4% | +17.9% |
| 6M | +24.1% | -0.2% | +24.2% | +23.8% |
| YTD | -7.8% | -5.6% | -2.2% | -7.2% |
| 1Y | -21.4% | -4.7% | -16.7% | -21.0% |
| All | +18.3% | +39.4% | -21.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling